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Uploading Instant Rails successfully... but have a question

Sitepoint's free Rubby download book gave me the push I needed to start studying up on that new coding language. I don't know how many of you have read the book... and how many don't need to the book to answer this simple question but I ran into a little problem just after loading the Instant Rails software (p.17).

Everything went fine with the download.

There is one step, however, I am kind of fuzzy on. After I unzipped the file and follow the simple steps the Instant Rails control panel comes up. Next to the MySQL button says "pending..." The book indicates that I should be seeing "started" instead - as I see next to the Apache button. But it doesn't say what to do if you don't see that... if you see pending instead. What could be problem? Does not the MySQL database server come with the package?

I'm new (but FAST learning) to this database subject so please bare that in mind in your responses.